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It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

Machine Learning · Computer Science 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and…

Machine Learning · Statistics 2020-11-04 Jun-Kun Wang , Xiaoyun Li , Belhal Karimi , Ping Li

The convolutional neural networks (CNNs) are generally trained using stochastic gradient descent (SGD) based optimization techniques. The existing SGD optimizers generally suffer with the overshooting of the minimum and oscillation near…

Machine Learning · Computer Science 2022-09-20 Shiv Ram Dubey , S. H. Shabbeer Basha , Satish Kumar Singh , Bidyut Baran Chaudhuri

We propose NovoGrad, an adaptive stochastic gradient descent method with layer-wise gradient normalization and decoupled weight decay. In our experiments on neural networks for image classification, speech recognition, machine translation,…

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Deep learning algorithms - typically consisting of a class of deep neural networks trained by a stochastic gradient descent (SGD) optimization method - are nowadays the key ingredients in many artificial intelligence (AI) systems and have…

Machine Learning · Computer Science 2024-07-12 Steffen Dereich , Robin Graeber , Arnulf Jentzen

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…

Machine Learning · Computer Science 2020-10-22 Jie Liu , Chen Lin , Chuming Li , Lu Sheng , Ming Sun , Junjie Yan , Wanli Ouyang